-14.8%
SLB vs VST
+929.5%
-944.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -13.8% | +12.7% | +2.6% |
| 7D | -4.1% | -15.7% | +11.6% | +0.1% |
| 30D | +2.5% | -17.0% | +19.5% | +6.7% |
| 3M | +2.0% | -15.9% | +17.9% | +5.7% |
| 6M | -6.3% | -25.0% | +18.6% | -0.9% |
| YTD | +36.5% | -25.1% | +61.7% | +42.2% |
| 1Y | +46.2% | -34.9% | +81.1% | +57.7% |
| 3Y | -2.1% | +252.7% | -254.7% | -54.8% |
| 5Y | +73.7% | +582.3% | -508.6% | -43.5% |
| 10Y | -12.3% | +1,076.6% | -1,088.9% | -75.4% |
| All | -14.8% | +929.5% | -944.3% | -75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling